[R-sig-ins] how to convert a claims development aggregates into the class "triangle" "matrix" with Chain Ladder Package

Gesmann, Markus Markus.Gesmann at lloyds.com
Mon Apr 27 10:25:07 CEST 2015


I have a blog post, which should help as well: 
http://www.magesblog.com/2014/11/first-steps-with-chainladder-import.html

-----Original Message-----
From: R-SIG-insurance [mailto:r-sig-insurance-bounces at r-project.org] On Behalf Of Christophe Dutang
Sent: 27 April 2015 08:15
To: Charles Thuo
Cc: r-sig-insurance at r-project.org
Subject: Re: [R-sig-ins] how to convert a claims development aggregates into the class "triangle" "matrix" with Chain Ladder Package

Hi,

I think you need to use as.triangle and look also to the vignette : http://cran.r-project.org/web/packages/ChainLadder/vignettes/ChainLadder.pdf

CD
---------------------------------------
Christophe Dutang
LMM, UdM, Le Mans, France
web: http://dutangc.free.fr

Le 27 avr. 2015 à 09:07, Charles Thuo <tcmuigai at gmail.com> a écrit :

> I have claims development data  that has already aggregate into the 
> triangles as shown below;
> 
> When i read the data into R using the following command:
> 
> d<- 
> read.table(file="clipboard",sep="\t",header=TRUE,check.names=FALSE) it yields a data frame.
> 
> However when i check the class of sample data in Chain Ladder
> 
>> class(RAA)
> [1] "triangle" "matrix"
>> 
> How can i convert my data to be the same class as RAA
> 
> 
> Charles.
> 
> 	[[alternative HTML version deleted]]
> 
> _______________________________________________
> R-SIG-insurance mailing list
> R-SIG-insurance at r-project.org
> https://stat.ethz.ch/mailman/listinfo/r-sig-insurance

_______________________________________________
R-SIG-insurance mailing list
R-SIG-insurance at r-project.org
https://stat.ethz.ch/mailman/listinfo/r-sig-insurance

----------------------------------------------------------------------
The information in this E-Mail and in any attachments is...{{dropped:19}}



More information about the R-SIG-insurance mailing list